+156.1%
SOXL vs RSP
+48.7%
+107.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.7% | -7.3% | -4.8% |
| 7D | +8.5% | -3.1% | +11.6% | +25.3% |
| 30D | -13.0% | -3.4% | -9.6% | +1.3% |
| 3M | -35.9% | +3.6% | -39.5% | -46.4% |
| 6M | +112.1% | +9.0% | +103.1% | +52.5% |
| YTD | +175.4% | +12.2% | +163.2% | +77.0% |
| 1Y | +304.9% | +15.6% | +289.3% | +135.3% |
| 3Y | +448.6% | +51.6% | +396.9% | +38.0% |
| 5Y | +156.1% | +50.4% | +105.7% | +29.4% |
| All | +156.1% | +48.7% | +107.4% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RSP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling